Ornstein–Uhlenbeck operator

The Ornstein-Uhlenbeck operator is an important mathematical operator in the context of stochastic processes, particularly in the study of the Ornstein-Uhlenbeck (OU) process, which is a well-known Gaussian process used to model mean-reverting behavior. ### Origin The Ornstein-Uhlenbeck process is named after George Uhlenbeck and Leonard Ornstein, who introduced it in the context of statistical mechanics to describe the velocity of a particle undergoing Brownian motion under the influence of friction.